+338.2%
HUBS vs Z
+16.2%
+322.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -4.0% |
| 7D | -6.2% | -7.1% | +0.8% | -3.1% |
| 30D | +6.6% | -4.8% | +11.4% | +9.4% |
| 3M | +16.4% | -9.3% | +25.8% | +23.2% |
| 6M | -19.7% | -29.0% | +9.2% | -5.7% |
| YTD | -42.6% | -52.9% | +10.2% | -19.9% |
| 1Y | -54.2% | -63.1% | +9.0% | -29.4% |
| 3Y | -57.1% | -36.9% | -20.3% | -50.3% |
| 5Y | -66.2% | -65.5% | -0.7% | -53.8% |
| 10Y | +328.3% | -3.9% | +332.1% | +271.0% |
| All | +338.2% | +16.2% | +322.0% | +209.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded Z wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling